Fitch Training
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Fitch Training offers credit risk workshops in three main areas: Financial Institutions Corporate Credit Securitization - Structured Finance We are the provider of choice for bankers, investors, risk and finance professionals looking for a focused and market-oriented approach to training.
Fitch Training
28 Headfort Place
London
SW1X 7DH
Greater London
+ 44 (0) 20 7201 2770
+ 44 (0) 20 7201 2779
http://www.fitchtraining.com
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This is a half day beginners’ workshop for Excel users, for someone who is familiar with but never actually performed a Monte Carlo simulation. The emphasis of the training is on applied practical simulation issues rather than theoretical simulation problems. The course is split into 2 individual sections of about 2 hours each, totalling to 4 hours.
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Basel II: Calculating Credit RWA in the Banking & Trading Book by Algorithmics
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A three-day workshop for regulatory and economic capital modelling, validation and reporting professionals to calculate and validate Pillar 1 Credit RWA results. The workshop imparts the validation and analytic skills needed to assess the results of Credit RWA exposure level results across both banking book and trading book exposures and by Standardised and IRB approaches.
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Basel II: Best Practices for Pillar 1, 2 & 3 Implementation by Algorithmics
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A two-day workshop for senior management or Basel project teams/managers initiating Basel II projects or transitioning from Standardised to IRB approaches. The workshop imparts practical strategic and tactical knowledge of global best practices for successfully implementing economic and regulatory capital projects with a focus on maximising ROI of such large-scale, multi-year, enterprise-wide, risk and data management projects.
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CMBS: Credit Risk Workshop (Europe)
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Develop a structured approach to assessing the risks and returns of CMBS asset classes.
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Advanced Bank Analysis: Evaluating Complex Financial Statements
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A two-day advanced case study based workshop which drills down into the financial statements of banks and securities companies in order to identify and quantify the risks of more complex business lines.
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Liquidity Risk Management in Banks
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A two-day case study based workshop offering a structured approach to the analysis of liquidity challenges in banks, incorporating both lessons learned from the crisis and Basel guidelines for sound liquidity management.
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Intensive Bank Analysis: Community & Regional Banks
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A two-day workshop for credit risk management, origination and fixed income professionals focusing on the opportunities and threats for US money centres and regional banks.
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Sovereign & Country Risk
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A two-day case study based workshop for those without a formal economics background. The intensive workshop will offer a structured approach to the analysis of sovereign and country risk in both emerging and mature markets and will review lessons learned from both the current and previous crises.
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Problem Credits: Covenant Breaches & Restructuring Options
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A two-day masterclass is to demonstrate the key analytic, structuring and restructuring lessons to be learned from deteriorating / failed credits.
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Credit Portfolio Management: Key Concepts
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A two-day intermediate level workshop on how credit portfolios are managed, modelled and sensitised within Basel II and economic capital frameworks.
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